+118.2%
SRE vs SIRI
-10.2%
+128.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -3.0% | +2.5% | -5.5% | -3.5% |
| 3M | -8.3% | +6.6% | -14.9% | -9.5% |
| 6M | -8.9% | +32.9% | -41.8% | -13.4% |
| YTD | -4.3% | +50.5% | -54.7% | -10.9% |
| 1Y | +2.7% | +28.0% | -25.2% | -2.1% |
| 3Y | +28.7% | -22.4% | +51.1% | +28.3% |
| 5Y | +47.1% | -41.3% | +88.4% | +48.9% |
| All | +118.2% | -10.2% | +128.5% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling